Interest Rates Products

 
 
Daily Price Limit Changes
Treasury Bond Roll
Repo Interest Rate Benchmark
Tick Size Reduced
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.625 0 99.625 99.630 99.615 18746
Eurodollar GEU5 Sep 2015 99.440 -0.005 99.445 99.445 99.425 18855
Eurodollar GEZ5 Dec 2015 99.220 -0.01 99.225 99.230 99.205 25283
Eurodollar GEH6 Mar 2016 98.995 -0.015 99.005 99.005 98.975 20812
Eurodollar GEM6 Jun 2016 98.770 -0.02 98.795 98.795 98.755 21694
Eurodollar GEU6 Sep 2016 98.555 -0.025 98.575 98.575 98.540 14614
Eurodollar GEZ6 Dec 2016 98.360 -0.025 98.380 98.380 98.340 23139
Eurodollar GEH7 Mar 2017 98.205 -0.025 98.220 98.220 98.185 10522
10-Year U.S. Treasury Note ZNH5 Mar 2015 128'115 -0'020 128'130 128'130 128'070 13672
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 102'225 b -0'030 - - 102'210 -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 107'280 b 0 - 107'280 107'245 -
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.625 0 99.625 99.630 99.615 18746
Eurodollar GEU5 Sep 2015 99.440 -0.005 99.445 99.445 99.425 18855
Eurodollar GEZ5 Dec 2015 99.220 -0.01 99.225 99.230 99.205 25283
Eurodollar GEH6 Mar 2016 98.995 -0.015 99.005 99.005 98.975 20812
Eurodollar GEM6 Jun 2016 98.770 -0.02 98.795 98.795 98.755 21694
Eurodollar GEU6 Sep 2016 98.555 -0.025 98.575 98.575 98.540 14614
Eurodollar GEZ6 Dec 2016 98.360 -0.025 98.380 98.380 98.340 23139
Eurodollar GEH7 Mar 2017 98.205 -0.025 98.220 98.220 98.185 10522
30-Day Federal Funds ZQG5 Feb 2015 99.8875 0 99.8850 99.8875 99.8850 9705
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBH5 Mar 2015 169'05 b -0'01 169'02 169'08 168'20 259
U.S. Treasury Bond ZBH5 Mar 2015 147'03 +0'02 147'03 147'05 146'23 2025
10-Year U.S. Treasury Note ZNH5 Mar 2015 128'115 -0'020 128'130 128'130 128'070 13672
5-Year U.S. Treasury Note ZFH5 Mar 2015 119'300 -0'017 119'317 120'000 119'272 9274
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTH5 Mar 2015 109'215 -0'010 109'227 109'227 109'210 3176
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UH5 Mar 2015 100'210 a -0'005 - - 100'210 -
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 102'225 b -0'030 - - 102'210 -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 107'280 b 0 - 107'280 107'245 -
30-Year Deliverable Interest Rate Swap B1UH5 Mar 2015 - - - - -
2-Year Euro Deliverable Interest Rate Swap T1EH5 Mar 2015 100.795 b +0.010 - 100.795 - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.